CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	1.6112	1.6072	-0.0040	-0.2%	1.5842
High	1.6158	1.6121	-0.0037	-0.2%	1.6274
Low	1.6023	1.6028	0.0005	0.0%	1.5818
Close	1.6053	1.6092	0.0039	0.2%	1.6091
Range	0.0135	0.0093	-0.0042	-31.1%	0.0456
ATR	0.0149	0.0145	-0.0004	-2.7%	0.0000
Volume	128,799	119,086	-9,713	-7.5%	629,525

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6359	1.6319	1.6143
R3	1.6266	1.6226	1.6118
R2	1.6173	1.6173	1.6109
R1	1.6133	1.6133	1.6101	1.6153
PP	1.6080	1.6080	1.6080	1.6091
S1	1.6040	1.6040	1.6083	1.6060
S2	1.5987	1.5987	1.6075
S3	1.5894	1.5947	1.6066
S4	1.5801	1.5854	1.6041

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7429	1.7216	1.6342
R3	1.6973	1.6760	1.6216
R2	1.6517	1.6517	1.6175
R1	1.6304	1.6304	1.6133	1.6411
PP	1.6061	1.6061	1.6061	1.6114
S1	1.5848	1.5848	1.6049	1.5955
S2	1.5605	1.5605	1.6007
S3	1.5149	1.5392	1.5966
S4	1.4693	1.4936	1.5840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6274	1.6023	0.0251	1.6%	0.0124	0.8%	27%	False	False	119,530
10	1.6274	1.5818	0.0456	2.8%	0.0136	0.8%	60%	False	False	122,158
20	1.6274	1.5575	0.0699	4.3%	0.0149	0.9%	74%	False	False	124,613
40	1.6274	1.5335	0.0939	5.8%	0.0151	0.9%	81%	False	False	104,020
60	1.6274	1.5335	0.0939	5.8%	0.0148	0.9%	81%	False	False	74,372
80	1.6274	1.5335	0.0939	5.8%	0.0148	0.9%	81%	False	False	55,809
100	1.6274	1.5335	0.0939	5.8%	0.0141	0.9%	81%	False	False	44,656
120	1.6274	1.5283	0.0991	6.2%	0.0126	0.8%	82%	False	False	37,216

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.6516
2.618	1.6364
1.618	1.6271
1.000	1.6214
0.618	1.6178
HIGH	1.6121
0.618	1.6085
0.500	1.6075
0.382	1.6064
LOW	1.6028
0.618	1.5971
1.000	1.5935
1.618	1.5878
2.618	1.5785
4.250	1.5633

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	1.6086	1.6102
PP	1.6080	1.6099
S1	1.6075	1.6095

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These figures are updated between 7pm and 10pm EST after a trading day.

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